Trading Metrics calculated at close of trading on 02-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
1,024.50 |
1,022.25 |
-2.25 |
-0.2% |
1,074.25 |
High |
1,029.75 |
1,032.50 |
2.75 |
0.3% |
1,079.75 |
Low |
1,006.00 |
1,010.75 |
4.75 |
0.5% |
1,006.00 |
Close |
1,021.75 |
1,014.25 |
-7.50 |
-0.7% |
1,014.25 |
Range |
23.75 |
21.75 |
-2.00 |
-8.4% |
73.75 |
ATR |
24.58 |
24.38 |
-0.20 |
-0.8% |
0.00 |
Volume |
2,622,061 |
3,354,900 |
732,839 |
27.9% |
13,227,980 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,084.50 |
1,071.00 |
1,026.25 |
|
R3 |
1,062.75 |
1,049.25 |
1,020.25 |
|
R2 |
1,041.00 |
1,041.00 |
1,018.25 |
|
R1 |
1,027.50 |
1,027.50 |
1,016.25 |
1,023.50 |
PP |
1,019.25 |
1,019.25 |
1,019.25 |
1,017.00 |
S1 |
1,005.75 |
1,005.75 |
1,012.25 |
1,001.50 |
S2 |
997.50 |
997.50 |
1,010.25 |
|
S3 |
975.75 |
984.00 |
1,008.25 |
|
S4 |
954.00 |
962.25 |
1,002.25 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.50 |
1,208.25 |
1,054.75 |
|
R3 |
1,180.75 |
1,134.50 |
1,034.50 |
|
R2 |
1,107.00 |
1,107.00 |
1,027.75 |
|
R1 |
1,060.75 |
1,060.75 |
1,021.00 |
1,047.00 |
PP |
1,033.25 |
1,033.25 |
1,033.25 |
1,026.50 |
S1 |
987.00 |
987.00 |
1,007.50 |
973.25 |
S2 |
959.50 |
959.50 |
1,000.75 |
|
S3 |
885.75 |
913.25 |
994.00 |
|
S4 |
812.00 |
839.50 |
973.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,079.75 |
1,006.00 |
73.75 |
7.3% |
25.00 |
2.5% |
11% |
False |
False |
2,645,596 |
10 |
1,129.50 |
1,006.00 |
123.50 |
12.2% |
23.75 |
2.3% |
7% |
False |
False |
2,409,580 |
20 |
1,129.50 |
1,006.00 |
123.50 |
12.2% |
22.25 |
2.2% |
7% |
False |
False |
1,962,781 |
40 |
1,170.00 |
1,006.00 |
164.00 |
16.2% |
27.25 |
2.7% |
5% |
False |
False |
989,494 |
60 |
1,211.50 |
1,006.00 |
205.50 |
20.3% |
25.50 |
2.5% |
4% |
False |
False |
660,391 |
80 |
1,211.50 |
1,006.00 |
205.50 |
20.3% |
21.75 |
2.1% |
4% |
False |
False |
495,546 |
100 |
1,211.50 |
1,006.00 |
205.50 |
20.3% |
19.75 |
1.9% |
4% |
False |
False |
396,448 |
120 |
1,211.50 |
1,006.00 |
205.50 |
20.3% |
18.50 |
1.8% |
4% |
False |
False |
330,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.00 |
2.618 |
1,089.50 |
1.618 |
1,067.75 |
1.000 |
1,054.25 |
0.618 |
1,046.00 |
HIGH |
1,032.50 |
0.618 |
1,024.25 |
0.500 |
1,021.50 |
0.382 |
1,019.00 |
LOW |
1,010.75 |
0.618 |
997.25 |
1.000 |
989.00 |
1.618 |
975.50 |
2.618 |
953.75 |
4.250 |
918.25 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
1,021.50 |
1,025.25 |
PP |
1,019.25 |
1,021.50 |
S1 |
1,016.75 |
1,018.00 |
|